+959.5%
MDB vs ALM
+580.9%
+378.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.9% |
| 7D | +11.6% | -4.0% | +15.6% | +11.8% |
| 30D | -8.9% | -30.5% | +21.6% | -6.9% |
| 3M | -22.4% | -46.9% | +24.5% | -19.7% |
| 6M | +10.1% | -65.5% | +75.6% | +16.1% |
| YTD | -19.0% | -13.4% | -5.6% | -19.7% |
| 1Y | -7.0% | +9.8% | -16.8% | -9.1% |
| 3Y | -9.8% | +783.1% | -792.9% | -23.9% |
| 5Y | -40.1% | +378.3% | -418.4% | -48.7% |
| All | +959.5% | +580.9% | +378.5% | +775.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling